Dave:

Sulfur is great for the engine -- better lubrication (the sulfur containing compounds work like oil) and the sulfur catalyzes combustion to produce less soot and slightly better ignition. However, it also produces more benzenes (carcinogens) in the soot, and of course lots of nice sulfuric acid mist, great for corroding exhaust and lungs. Not nice stuff.

The fine for using off-road or heating oil in the car would keep you in fuel for years. Don't take the risk, buy good fuel. Also, home heating oil tends to be on the heavy end, since the vast majority is expected to be stored in underground tanks, or inside tanks like mine in Canada.

Peter

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1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!